Capital ratios
Europe’s regulators grope for value of software
EBA looks for right approach to classifying financial firms' software investments
ECB gives eurozone banks more time to deal with new NPLs
Leading European lawmaker welcomes relaxation in ECB’s provisioning requirements
Market-based metrics are best signal for bank distress – IMF paper
Researcher finds vulnerabilities in large eurozone banks, while North America is least distressed region
European bank capital to rise by €135bn to meet Basel III
Minimum capital requirements would increase on average by 24.4%, says the European Banking Authority
Raising CCyBs could have ‘greatly mitigated’ 2008 crisis – St Louis Fed paper
Policy-makers could have avoided a fall in aggregate consumption of 21%, researcher finds
Fed weighs reforms to stress tests
Powell says tests must evolve; Quarles and Fed watchers present potential improvements
Irish central bank levies record fine on Wells Fargo
Irish subsidiary of US bank fined $6.6 million for “serious failings" in regulatory reporting
Higher US capital buffers leave firms’ debt unchanged – Fed paper
Individual banks cut lending due to higher capital buffers but firms find other lenders, researchers say
RBNZ on course for capital ratio hike despite backlash from banks
Big banks say plan is “too large and too costly”
RBNZ aims to toughen banking oversight
New Zealand central bank wants to play a more “intensive” and “intrusive” supervisory role
US banks pass first round of stress tests
Deutsche Bank fares well despite last year’s failure and recent bad bank plans
RBNZ places country’s largest bank under scrutiny
In May, central bank withdrew permission for ANZ Bank to assess its own operational risk capital
Boston Fed’s Rosengren warns about Japanese banks’ loan holdings
Exposure to CLOs now above Common Equity Tier 1 in one of Japan’s largest banks, data shows
Fed pushes big banks to tally CVA for central counterparties
Banks told to quantify exposure to CCPs for annual stress tests
BoE may impose capital floors on UK firms – PRA chief
Sam Woods says some leveraged loans are based on “heroic” risk assumptions
RBNZ: New Zealand’s biggest bank cannot use own risk capital model
New Zealand central bank says ANZ had “a persistent failure in its controls and attestation process”
Fed considering imposing local liquidity requirements on foreign banks
The proposal will likely be one of the first of its kind in international regulation
Most US community banks could withstand housing slump – researcher
San Fran Fed researcher says less than 1% of banks would be “severely undercapitalised”
Quarles defends decision to set countercyclical buffer at zero
But there may still be disagreement within the Fed’s ranks
Fed provides details on changes to stress-testing models
Central bank publishes report on 2019 stress-test models as part of transparency drive
Fed to limit use of qualitative stress tests this year
The move enables some large banks to avoid capital planning capabilities examination
Volcker rule helped curb equity market risk – researchers
Banks had large trading exposures to equity market risk before the rule was introduced, they find
RBI lifts operation restrictions on three state-run banks
Banks no longer face dividend and compensation limits after capital ratios improve
RBNZ suggests eliminating minimum Tier 2 holding
New Zealand’s central bank proposes dramatically increasing Tier 1 to reduce resolution risk